+555.4%
CASY vs EXR
+217.4%
+337.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +5.8% | -1.1% | +7.0% | +6.1% |
| 30D | +10.7% | +18.8% | -8.1% | +5.5% |
| 3M | -13.9% | +9.9% | -23.8% | -16.1% |
| 6M | -18.4% | +12.6% | -31.1% | -21.2% |
| YTD | +29.6% | +26.5% | +3.1% | +21.1% |
| 1Y | +32.8% | +24.5% | +8.3% | +24.6% |
| 3Y | +162.3% | +52.4% | +109.8% | +128.4% |
| 5Y | +265.0% | -1.5% | +266.6% | +253.7% |
| 10Y | +555.4% | +216.0% | +339.4% | +353.1% |
| All | +555.4% | +217.4% | +337.9% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling